Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation

By Hélène Cossette, Marie-Pier Côté, É. Marceau, Khouzeima Moutanabbir. 2013

69 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/963612355c9b6e87f2c70e58f2282eb9057ae312